+365.7%
ALAB vs BBWI
-56.9%
+422.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -6.0% |
| 7D | +3.2% | +1.6% | +1.6% | +2.9% |
| 30D | -13.6% | -6.2% | -7.3% | -12.2% |
| 3M | -16.6% | +4.3% | -20.9% | -18.5% |
| 6M | +142.3% | -7.2% | +149.5% | +143.0% |
| YTD | +73.6% | -3.0% | +76.7% | +68.5% |
| 1Y | +33.7% | -30.8% | +64.4% | +46.2% |
| All | +365.7% | -56.9% | +422.6% | +440.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling